I would like to open up a window in my house, let the air in, but keep the sound out. Could a device be designed to put up on the window, like a screen, and accomplish this?
The typical solution is what is know of as a Baffle Box. Basically, you create a crooked path for the air to flow through, with each turn insulated with sound absorbing foam.
Using sound proofing materials like are used in low-end home recording studios would work well as the 'walls' or 'baffles' in the baffle box and thus, being much more effective at damping sound than most other materials, would also allow for fewer baffles (fewer: walls / turns / corners) making the box more compact ideally so it could sit more easily in the window without protruding in/out too much (without knowing the details of the window in question).
Example of material known as acoustic foam: http://www.amazon.com/Acoustic-Foam-1-1-24-18/dp/B0002ZPLPC/ref=sr_1_3?ie=UTF8&qid=1337188742&sr=8-3
There is a physical way to remove sound (pressure gradients in air) by modifying the air itself. Even though the word should not be to 'separate', sound waves can be canceled out but using sound waves with opposite frequency and amplitude; Constructive or destructive interference. These systems are used on many noise canceling headphones.. even though my answer might not be practical, it does answer your question! If you are able to design a device the would attenuate sound waves coming from outside your window, while the window is open, let me know!!! That would be awesome.